1. ORDER STATISTICS FROM HETEROGENOUS NEGATIVE BINOMIAL RANDOM VARIABLES
- Author
-
Taizhong Hu and Maochao Xu
- Subjects
Statistics and Probability ,Multivariate statistics ,Mathematical statistics ,Order statistic ,Negative binomial distribution ,Management Science and Operations Research ,Geometric distribution ,Negative multinomial distribution ,Stochastic ordering ,Industrial and Manufacturing Engineering ,Statistics ,Statistics, Probability and Uncertainty ,Mathematics ,L-moment - Abstract
In this article, we study the order statistics from heterogenous negative binomial random variables. Sufficient conditions are provided for comparing the extreme order statistics according to the usual stochastic order. For the special case of geometric distribution, a sufficient condition is established for comparing order statistics in the sense of multivariate stochastic order. Applications in the Poisson–Gamma shock model and redundant systems have been described as well.
- Published
- 2011